Jaakko Lehtomaa

Available identifiers

Publication	Date of Publication	Type
On the identification of the riskiest directional components from multivariate heavy-tailed data	2021-12-10	Paper
Estimating tails of independently stopped random walks using concave approximations of hazard functions	2021-09-24	Paper
Large deviations for a class of multivariate heavy-tailed risk processes used in insurance and finance	2021-03-22	Paper
Asymptotic independence and support detection techniques for heavy-tailed multivariate data	2020-08-03	Paper
Large deviations of means of heavy-tailed random variables with finite moments of all orders	2018-09-26	Paper
Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices	2016-01-13	Paper
Limiting behaviour of constrained sums of two variables and the principle of a single big jump	2015-12-23	Paper
On asymptotic scales of independently stopped random sums	2014-05-09	Paper
A comparison method for heavy-tailed random variables	2013-10-04	Paper

No records found.

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jaakko Lehtomaa